-47.8%
CLF vs FHN
+86.2%
-134.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +1.2% | +6.4% | +7.0% |
| 30D | -1.2% | -4.7% | +3.5% | +1.1% |
| 3M | -13.4% | +3.5% | -16.9% | -15.0% |
| 6M | +15.4% | +7.8% | +7.6% | +11.3% |
| YTD | -5.9% | +5.9% | -11.8% | -8.4% |
| 1Y | +18.8% | +12.5% | +6.3% | +11.8% |
| 3Y | -19.4% | +117.2% | -136.6% | -40.1% |
| All | -47.8% | +86.2% | -134.0% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling